Riggs National Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0672 | 7.34 | |
| 0.0341 | 13.10 | |
| 0.9452 | 362.42 | |
| 0.0268 | 4.37 |
Estimation Period:
Jan 1, 1990 to May 13, 2005
Jan 1, 1990 to May 13, 2005
News Impact Curve
Volatility Forecasts
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